Markus Holtz
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Sparse grid quadrature in high dimensions with applications in finance and insurance Lecture Notes in Computational Science and Engineering | 2010-11-25 | Paper |
| Dimension-wise integration of high-dimensional functions with applications to finance Journal of Complexity | 2010-10-11 | Paper |
| Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance Insurance Mathematics & Economics | 2009-06-10 | Paper |
| A general asset-liability management model for the efficient simulation of portfolios of life insurance policies Insurance Mathematics & Economics | 2009-01-28 | Paper |
| Valuation of performance-dependent options in a Black-Scholes framework | 2008-07-29 | Paper |
| B‐Spline‐Based Monotone Multigrid Methods SIAM Journal on Numerical Analysis | 2008-06-19 | Paper |
| Valuation of Performance‐Dependent Options Applied Mathematical Finance | 2008-05-22 | Paper |
Research outcomes over time
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